Petra Sinagl

University of Iowa - Department of Finance

Iowa City, IA 52242-1000

United States

http://andrlikova.com

SCHOLARLY PAPERS

8

DOWNLOADS

1,062

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

When does Cash-flow Risk Matter to Investors? Evidence from the COVID-19 Pandemic

Number of pages: 45 Posted: 03 Apr 2020 Last Revised: 08 Jun 2020
Petra Sinagl
University of Iowa - Department of Finance
Downloads 540 (71,962)
Citation 1

Abstract:

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COVID-19 pandemic, equity term structure, US industry performance, consumption shocks

2.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
University of Oxford, University of Iowa - Department of Finance, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 153 (262,660)

Abstract:

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Asset Price bubbles, Markets

3.

Preference Shocks and Contemporaneous Cash Flow Risk

Number of pages: 59 Posted: 27 Apr 2020 Last Revised: 30 Mar 2021
Petra Sinagl
University of Iowa - Department of Finance
Downloads 108 (340,416)

Abstract:

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contemporaneous cash flow risk, safe asset characteristics, hedging consumption shocks, preference shocks, recession indicator

4.

To innovate or not to innovate when times are bad

Number of pages: 39 Posted: 06 Mar 2021 Last Revised: 22 Jan 2022
Petra Sinagl and Jiawei (Brooke) Wang
University of Iowa - Department of Finance and University of Iowa - Department of Finance
Downloads 97 (365,399)

Abstract:

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Innovation, Crises, Executive Compensation, Managerial Incentives, Financial Constraints

5.

The Idiosyncratic Volatility-Return Relation in a Model with Asymmetric Information

Number of pages: 56 Posted: 07 May 2020 Last Revised: 02 Feb 2022
University of Oklahoma, Monash University and University of Iowa - Department of Finance
Downloads 91 (380,264)

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Idiosyncratic volatility puzzle, Bayesian updating, asymmetric signal precision, firm underperformance

6.

International determinants of asymmetric dependence in investment returns

Journal of International Money and Finance, Vol. 122, April 2022
Number of pages: 51 Posted: 29 Apr 2020 Last Revised: 05 Jan 2022
Jamie Alcock and Petra Sinagl
University of Oxford and University of Iowa - Department of Finance
Downloads 48 (527,550)
Citation 1

Abstract:

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International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations

7.

Uninformed but Predictable: Corporate Trading and Price Discovery in Over-the-counter FX Markets

Number of pages: 71 Posted: 29 Apr 2022 Last Revised: 13 Jun 2022
Umang Khetan and Petra Sinagl
University of Iowa - Department of Finance and University of Iowa - Department of Finance
Downloads 25 (655,561)

Abstract:

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Foreign Exchange, Market Microstructure, Information, Volatility

8.

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 25 Feb 2018
Jamie Alcock and Petra Sinagl
University of Oxford and University of Iowa - Department of Finance

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REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj